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Mean first-passage time of a bistable kinetic model driven by cross-correlated noises
Mei DC(梅东成)1,2; Xie GZ(谢光中)1,2; Cao, L3; Wu, DJ3; Mei, DC
Source PublicationPHYSICAL REVIEW E
1999-04
Volume59Issue:4Pages:3880-3883
DOI10.1103/PhysRevE.59.3880
Contribution Rank第2完成单位
Indexed BySCI
AbstractThe transient properties of a bistable system driven by cross-correlated noises are investigated; the correlation times of the correlations between the noises are nonzero. The mean first-passage time (MFPT) is calculated. From numerical computations we find the following: (1) The MFPT of the system is affected by both the correlation time tau and the correlation strength lambda; (2) tau and lambda play opposing roles in the MFPT; (3) when lambda or alpha/D(alpha and D are the additive and multiplicative noise intensities respectively) are far away from 1, the MFPT as a function of tau is monotonic; however, when both alpha/D and lambda approach 1, the MFPT as a function of tau is nonmonotonic; (4) for the case of perfectly correlated noises (lambda=1), the MFPT corresponding to alpha>D and alpha
Language英语
Subject AreaPhysics
SubtypeArticle
ISSN1063-651X
URL查看原文
WOS IDWOS:000079834600022
WOS Research AreaPhysics
WOS SubjectPhysics, Fluids & Plasmas ; Physics, Mathematical
WOS KeywordMULTIPLICATIVE NOISES ; COLORED NOISE ; BISTABILITY DRIVEN
Citation statistics
Document Type期刊论文
Identifierhttp://ir.ynao.ac.cn/handle/114a53/6860
Collection星系研究组
Corresponding AuthorMei, DC
Affiliation1.Yunnan Astrophysics Center, Yunnan University, Kunming 650091, China
2.Yunnan Observatory, Chinese Academy of Sciences, Kunming 650011, China
3.Department of Physics, Huazhong University of Science and Technology, Wuhan 430074, China
First Author AffilicationYunnan Observatories, Chinese Academy of Sciences
Recommended Citation
GB/T 7714
Mei DC,Xie GZ,Cao, L,et al. Mean first-passage time of a bistable kinetic model driven by cross-correlated noises[J]. PHYSICAL REVIEW E,1999,59(4):3880-3883.
APA Mei DC,Xie GZ,Cao, L,Wu, DJ,&Mei, DC.(1999).Mean first-passage time of a bistable kinetic model driven by cross-correlated noises.PHYSICAL REVIEW E,59(4),3880-3883.
MLA Mei DC,et al."Mean first-passage time of a bistable kinetic model driven by cross-correlated noises".PHYSICAL REVIEW E 59.4(1999):3880-3883.
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